0 |
0% |
2.8 |
6.5 |
0 |
51.00 |
0 |
0% |
0 |
1.95 |
0 |
NFTY Call 51.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|51.00C
Delta0.8898
Imp Vol0.2928
Bid2.8
Gamma0.0484
Theoretical4.65
Ask6.5
Theta-0.0227
Intrinsic Value4.26
Volume0
Vega0.025
Time Value-4.26
Open Interest0
Rho0.0256
Delta / Theta-39.2
NFTY Put 51.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|51.00P
Delta-0.2308
Imp Vol0.5149
Bid0
Gamma0.0446
Theoretical0.98
Ask1.95
Theta-0.048
Intrinsic Value-4.26
Volume0
Vega0.0404
Time Value4.26
Open Interest0
Rho-0.0071
Delta / Theta4.8073
|
0 |
0% |
1.95 |
5.6 |
0 |
52.00 |
0 |
0% |
0 |
2 |
0 |
NFTY Call 52.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|52.00C
Delta0.8364
Imp Vol0.2831
Bid1.95
Gamma0.0657
Theoretical3.78
Ask5.6
Theta-0.0271
Intrinsic Value3.26
Volume0
Vega0.0328
Time Value-3.26
Open Interest0
Rho0.0244
Delta / Theta-30.844
NFTY Put 52.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|52.00P
Delta-0.2605
Imp Vol0.4532
Bid0
Gamma0.0541
Theoretical1
Ask2
Theta-0.0448
Intrinsic Value-3.26
Volume0
Vega0.0431
Time Value3.26
Open Interest0
Rho-0.0079
Delta / Theta5.8099
|
0 |
0% |
1 |
4.7 |
0 |
53.00 |
0 |
0% |
0 |
2.15 |
0 |
NFTY Call 53.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|53.00C
Delta0.7865
Imp Vol0.2462
Bid1
Gamma0.0891
Theoretical2.85
Ask4.7
Theta-0.0274
Intrinsic Value2.26
Volume0
Vega0.0386
Time Value-2.26
Open Interest0
Rho0.0234
Delta / Theta-28.6533
NFTY Put 53.00
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|53.00P
Delta-0.3032
Imp Vol0.3994
Bid0
Gamma0.0661
Theoretical1.08
Ask2.15
Theta-0.0422
Intrinsic Value-2.26
Volume0
Vega0.0463
Time Value2.26
Open Interest0
Rho-0.0091
Delta / Theta7.1873
|
|
55.26 |
Price @ Jan 31, 2025 21:11 GMT |
1.25 |
0% |
0.5 |
1.15 |
2 |
55.76 |
1.58 |
0% |
0.8 |
1.95 |
1 |
NFTY Call 55.76
Exp: Feb 21, 2025
Last: 1.25
Chg.: 0%
SymbolNFTY|20250221|55.76C
Delta0.4579
Imp Vol0.1833
Bid0.5
Gamma0.1632
Theoretical0.83
Ask1.15
Theta-0.0259
Intrinsic Value-0.5
Volume2
Vega0.0526
Time Value1.75
Open Interest0
Rho0.0141
Delta / Theta-17.6973
NFTY Put 55.76
Exp: Feb 21, 2025
Last: 1.58
Chg.: 0%
SymbolNFTY|20250221|55.76P
Delta-0.5274
Imp Vol0.2652
Bid0.8
Gamma0.1294
Theoretical1.58
Ask1.95
Theta-0.0303
Intrinsic Value0.5
Volume1
Vega0.0527
Time Value1.08
Open Interest0
Rho-0.0143
Delta / Theta17.3958
|
0 |
0% |
0 |
2.2 |
0 |
56.76 |
0 |
0% |
0 |
3.4 |
0 |
NFTY Call 56.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|56.76C
Delta0.3919
Imp Vol0.3126
Bid0
Gamma0.0926
Theoretical1.1
Ask2.2
Theta-0.0404
Intrinsic Value-1.5
Volume0
Vega0.051
Time Value1.5
Open Interest0
Rho0.0118
Delta / Theta-9.7052
NFTY Put 56.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|56.76P
Delta-0.7373
Imp Vol0.1616
Bid0
Gamma0.1573
Theoretical1.7
Ask3.4
Theta-0.0131
Intrinsic Value1.5
Volume0
Vega0.0428
Time Value-1.5
Open Interest0
Rho-0.016
Delta / Theta56.0769
|
0 |
0% |
0 |
0 |
0 |
57.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 57.00
Exp: Feb 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value1.3
Volume0
Vega0
Time Value-1.3
Open Interest0
Rho0
Delta / Theta0
NFTY Put 57.00
Exp: Feb 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-1.3
Volume0
Vega0
Time Value1.3
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
1.95 |
0 |
57.76 |
0 |
0% |
0.6 |
4.2 |
0 |
NFTY Call 57.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|57.76C
Delta0.3303
Imp Vol0.3538
Bid0
Gamma0.0772
Theoretical0.98
Ask1.95
Theta-0.0425
Intrinsic Value-2.5
Volume0
Vega0.0481
Time Value2.5
Open Interest0
Rho0.01
Delta / Theta-7.7649
NFTY Put 57.76
Exp: Feb 21, 2025
Last: 0
Chg.: 0%
SymbolNFTY|20250221|57.76P
Delta-0.6032
Imp Vol0.5346
Bid0.6
Gamma0.0547
Theoretical4.2
Ask4.2
Theta-0.0614
Intrinsic Value2.5
Volume0
Vega0.0511
Time Value-2.5
Open Interest0
Rho-0.0175
Delta / Theta9.818
|
0 |
0% |
0 |
0 |
0 |
58.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 58.00
Exp: Feb 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.3
Volume0
Vega0
Time Value-0.3
Open Interest0
Rho0
Delta / Theta0
NFTY Put 58.00
Exp: Feb 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.3
Volume0
Vega0
Time Value0.3
Open Interest0
Rho0
Delta / Theta0
|
0 |
0% |
0 |
0 |
0 |
59.00 |
0 |
0% |
0 |
0 |
0 |
NFTY Call 59.00
Exp: Feb 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value-0.7
Volume0
Vega0
Time Value0.7
Open Interest0
Rho0
Delta / Theta0
NFTY Put 59.00
Exp: Feb 03, 2025
Last: 0
Chg.: 0%
Symbol
Delta0
Imp Vol0
Bid0
Gamma0
Theoretical0
Ask0
Theta0
Intrinsic Value0.7
Volume0
Vega0
Time Value-0.7
Open Interest0
Rho0
Delta / Theta0
|